I have seen the "put in high sell order" to stop your stock from being lent out (to short) before
Not sure if it would work - as IMO that adds risk to the brokerage company that lends such stock out but does not stop them in a legal fashion.
Taking possession of a physical certificate where such exists would stop lending as the shares no longer are at the brokerage
A simpler approach - if one was already willing to go through the trouble of holding physical certificates - is to get shares out of a margin account.
It is in the margin account agreement that the holder of an account agrees to the right of the brokerage to hypothecate - to lend the stock to short
Put the stock in an IRA or a non margin account and IMO in most cases the brokerage then has not legal right to use your shares as you have not agreed to such use
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